+60.9%
HAS vs NIO
-46.0%
+106.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | +2.0% | -1.8% | +3.8% | +2.1% |
| 30D | +30.9% | -6.6% | +37.5% | +31.6% |
| 3M | +28.8% | -29.9% | +58.6% | +32.3% |
| 6M | +32.3% | -46.6% | +79.0% | +38.8% |
| YTD | +54.7% | -36.5% | +91.2% | +59.1% |
| 1Y | +63.2% | -51.1% | +114.4% | +71.3% |
| 3Y | +220.7% | -55.2% | +275.9% | +227.6% |
| 5Y | +53.3% | -92.3% | +145.7% | +69.3% |
| All | +60.9% | -46.0% | +106.9% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling